We are doing some work along these lines. See www.OpenI.org for
details of our open souce OLAP solution & contact our CTO, Sandeep
Giri (via link on that site), for details. We haven't released any R
integration yet, but we are doing some things internally & it is on
the OpenI development roadmap.

I think OLAP definitely needs integration with some hard analytics.
Sure, our business analysts are very comfortable moving around in OLAP
space & come up with some amazing insights, but OLAP just provides
simple counts, sums etc. No sense of estimated errors or tests of
significance. And, of course, no advanced techniques.

One technical point, some methods would require a "drill-through" to
the underlying data set. For example, while a mosaic plot can be
generated from a 2-dimensional OLAP result table, generating a box
plot corresponding to a OLAP bar chart (my personal favorite) needs
the raw data points.